# Tagged Questions

A name given to the log-odds function, which maps probabilities to the real line.

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### Conditional Logistic Regression, Rare Events and R

I have a panel data set organized around 35 provincial units, with 110 binary "positive" outcomes in the dependent variable. This is for about 2600 observations in that data set. I have a couple ...
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### Best way to use many explanatory dummy variables to determine highest proportion of successes

Let $y$ be a binary dependant variable. I am using a logit model to explain the relationship between $y$ and many binary explanatory variables. I am mainly interested in finding which group (or ...
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### Is it appropriate to use categorical data with logit and/or linear regression?

If I have data set containing only categorical variables, so variables with only values of 0 and 1, do I violate any assumptions of the logit and standard linear regression if I was to use them? I ...
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### Random Sample in Logit

If My data for a logistic regression analysis came from different surveys, is it still random? For example, modeling whether a person chose finance as their major. Can I take data from a survey that ...
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### What test should I use in this case?

Here is my problem: each case in my dataset is a person who did or did not get appointed to a fellowship (0, 1), and I want to explain this with two independent variables (grades, 0-100, and ...
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### How can find the slope of a GLM logit model?

I've created a logit model using GLM and I´d like to get the slope of the independent variables. I've read that using coef() in R it´s possible to do it, but the ...
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### Ordinal Regression

In my data, the response variable is ordinal and there are 16 predicting variables which are also ordinal. I plan to perform an ordinal regression. But before doing that I want to graphically show the ...
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### Dummy versus Categorical variable

I am doing a multinomial logistic regression. Do I need to recode the nominal variables into dummy ones or I can use them as categories. I saw on the internet examples where no dummies are needed in ...
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### Propensity Score

What are the various methods used for binary classification other than logistic regression? What are the advantages of logistic reg. model in developing Propensity score w.r.t. other methods?? ...
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### Comparing negative-binomial and poisson standard errors

I have this question to answer for a class and am completely stumped. "The GLM log link and a dummy variable for gender (1=male, 0=female) has gender estimate 0.308. The SE is 0.038 assuming a ...
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### How can I calculate utilities for attribute levels in conjoint analysis in R?

I conducted a stated preference survey in which each respondent had to choose 1 set out of 3 choice sets (A, B and C), which are characterised by 4 attributes (let's say brand, color, size and ...
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### Logistic regression with categorical predictors, do log-odds differ from 0?

(My title is probably not very clear, but I don't know how to state it more clearly. So feel free to edit it. Thanks!) I have a 3 by 2 design, with a total of 6 conditions. The outcome is binary (0 ...
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### Conditional Logit for recommender systems?

Are conditional multinomial logits used for recommendation engines? Although they are commonly used in econometrics, I've never heard it used or discussed in the context of recommender systems. ...
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### Prediction based on repeated measure with binary outcome

I'd like to make a prediction about a subject's likelihood that a certain outcome will occur based on a series of measurements taken over time. The easiest way to explain the problem is as follows. ...
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### Modeling Sequential Discrete Choices

In my experiment, I have a finite set of discrete choices (or alternatives) $S$ in which I ask each participant to select a non-empty subset $s \subseteq S$ and rank the elements in $s$ in their ...
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### Parameters as sort of weights

I'm after model that would spit out weights where the weights sum to 1 rather than parameters themselves. This is what I have done: I have fitted 3 logit models ...
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### How to interpret the significance code?

I'm studying for some time and I´m trying to do a logistic regression (using GLM in R) and now it´s extremely difficult to know what to do. I have a binary dependant variable and 15 independent ...
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### How to test a logit model in R?

I'm building a logit model using R and I'm getting a result of 88.9% of accuracy (verified using the ROC [in rattle, evaluation tab] using 30% of my 34k dataset). What kind of tests would be ...
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### log-probit model: Calculation of confidence intervals for ED50 data

I calculate log-probit models according to the following method (many thanks to COOLSerdash, Aniko, whuber): ...
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### Rare event ordinal logit with discrete response $Y_t \in \{1,2,3\}$

I have a response variable in $Y(t) \in \{1,2,3\}$ and I am considering to use ordinal logit to model it. We have $3000$ instances of $Y(t)=1$, $3000$ instances of $Y(t)=3$ and $2\,000\,000$ instances ...
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### Calculation of log-logit or log-probit models according to Finney using R

I'm trying to implement the logit/probit model derivation as introduced by Finney using sample data from http://dge.stanford.edu/SCOPE/SCOPE_12/SCOPE_12.html, chapter 6 (this links to a pdf), page ...
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### Why Bayesian logistic (probit) regression instead of standard logistic (probit) regression?

I wonder under what condition I should use Bayesian logistic regression instead of standard logistic regression, or vice verse? I have individual-level data regarding whether a person purchase a ...
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### How to calculate E(Y) for a given X in a mixed logistic regression?

I made a mixed regression model and I would like to calculate the probability of $Y=1$ for a given value of the predictor for each estimation of the random effect. I am not sure, given it is a logit ...
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### Continuous dependent variable between 0 and 1 fitted with sigmoidal function

I've tried to find an answer to this to no avail. It is similar to this question, but not quite identical. I have a continuous dependent variable that occurs between zero and one (with some data ...
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### Difference between multinomial logit regression and multinomial logistic regression

Is there a difference between the two models - multinomial logit regression and multinomial logistic regression?
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### Why {glmnet} can be calculated parameters for all category?

For my understanding, multinomial logit model requires to restrict the parameters for one category to zeros. However, package{glmnet} seems to allow different parameters to every class. Could someone ...
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### Binary Models (Probit and Logit) with a Logarithmic Offset

Does anyone have a derivation of how an offset works in binary models like probit and logit? In my problem, the follow-up window can vary in length. Suppose patients get a prophylactic shot as ...
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### Method to jointly estimate Logit and OLS models

I am working on the following two models. Logit: Binary outcome $y$ ($y=1$ if paid more than the item value to win the item, $y=0$ otherwise) $$y=b_0+x_1b_1+x_2b_2+x_3b_3.$$ OLS: Continuous ...
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### Binary or multinomial logit?

I am having some doubts on whether I should use binary or multinomial logit. I am modelling product choice. The dependent variable is the choice of either shampoo or toothpaste. Although my dependent ...
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### Analysing possible effect of categorical response on ordinal response?

I have recently begun to analyse data from a survey where participants rated 64 images of models on a Likert scale and then selected whether they consider the model in-group or out-group. I am ...
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### Postive correlation but negative coefficient in regression [duplicate]

I'm trying to understand the effects of the explanatory variables of my logit regression. ...
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### Cumulative predicted probabilities in logistic regression

I'm analyzing users' in-game data in order to model whether they're going to be paid user or not. Here's my model: ...
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### How to determine the accuracy of logistic regression in R?

I'm curious about how to understand the accuracy of my model which I computed with glm( family = binomial(logit) ). In some articles it is mentioned that we should ...
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### Alternatives to the multinomial logit model

I am trying to estimate a model of occupational choice with three choices. Are there any alternatives to using the multinomial logistic regression when handling such unordered categorical outcomes? ...
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### Unordered categorical variables and linear regression

I am new to this forum and still quite novice with regards to statistics. In my M.A. thesis I use one binary dependent variable and one unordered categorical dependent variable in separate ...
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### Modeling non-exclusive choices

I am trying to model votes by individuals on a number of bills over time using bill-specific characteristics as explanatory variables. Imagine that the same bill is offered to them albeit with minor ...
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### Application of Logistic Regression

I have the following data set: ...
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### Appropriate regression model when dependent variable is between 0 and 1?

I am performing a regression where my dependent variable is the value of a group's Simpson Diversity Index. This index value is constrained by $1/k$ and $1$ (where $k$ is the number of classes), ...
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### Do the commands logit and glm (Binomial family) in Stata use different fitting/estimation algorithm?

In my mind, the commands logit and glm (Binomial family) in Stata both use maximum ...
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### Multinomial Logit with mlogit and Yogurt Data

I am using the mlogit package in R to estimate a choice model, I started with the famous Yogurt dataset. ...
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### Multinomial logistic regression and marginal effects

I am trying to calculate the marginal effects of a multinomial logistic regression. To do this I use the mlogit package and the ...
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### Proportion data: - beta regression or logit transformed OLS regression?

I have proportion data (percentage viewership of TV programs) that i'd like to model as a function of various demographics (age, sex etc.) and time (year). After surveying options for appropriate ...
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### Does logistic regression use crosstabs?

I am performing a binomial logistic regression with my outcome being a count with an upper bound which is 45. My data is of the following form: Now I am wondering whether the actual analysis ...
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### Marginal effect clogit not significant

I developed a conditional logit model in Stata. The model is good and the variables are highly significant. Then I do mfx predicted (PU0) to determine the marginal effects of variables dy/dx. The ...
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### How to test for simultaneous equality of choosen coefficients in logit or probit model?

How to test for simultaneous equality of choosen coefficients in logit or probit model ? What is the standard approach and what is the state of art approach ?
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### How to incorporate costs (into logit model) of false positive, false negative, true positive, true negative if they are different costs?

How to incorporate costs (into logit model) of false positive, false negative, true positive, true negative responses, if they are different costs ? Is it possible to do that on the level of ...
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### Estimate multinomial probit model with mlogit (R package)

From the document and help, probit model is supported by mlogit. But when I tried it with these R scripts, the estimation takes much longer time to run (than the logit verion) and the result is quite ...
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### Definition of the unobserved term in a discrete choice logit with no attributes of the alternatives

In a discrete choice analysis, with a logit model with attributes of the the person but no attributes of the alternatives, the unobserved/stochastic term is assumed to have a logistic distribution. ...